+5.4%
MOD vs WAB
+42.5%
-37.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.8% | +28.7% | +28.9% |
| 7D | +40.4% | +5.1% | +35.4% | +31.3% |
| 30D | -14.0% | +4.0% | -18.0% | -18.7% |
| 3M | -33.3% | +0.1% | -33.4% | -33.8% |
| 6M | -51.4% | +12.8% | -64.2% | -59.0% |
| YTD | +1.6% | +40.1% | -38.5% | -38.8% |
| 1Y | +5.4% | +46.4% | -41.0% | -41.1% |
| All | +5.4% | +42.5% | -37.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling